A minimax approach to consistency and efficiency for estimating equations

DOI10.1214/AOS/1032526969MaRDI QIDQ1816985zbMATH OpenOpenAlexFDO

Authors Bing Li

Publication date 22 February 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032526969

zbMATH Keywords

consistencyestimating equationsquasi-likelihood estimationDoob-Wald approach to consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20)

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Cited in

(3)

• Efficiency of quasi-likelihood estimation for spatially correlated binary data on \(L_p\) spaces
• A working estimating equation for spatial count data
• Asymptotics for generalized estimating equations with large cluster sizes

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